Actuarial mathematics for life contingent risks /
Dickson, D. C. M.(David C. M.),1959-author.
Hardy, Mary,1958-author.
Waters, H. R.(Howard Richard),author.
Institute and Faculty of Actuaries (Great Britain)
Includes bibliographical references and index.
Preface to the second edition page -- Introduction to life insurance -- Survival models -- Life tables and selection -- Insurance benefits -- Annuities -- Premium calculation -- Policy values -- Multiple state models -- Joint life and last survivor benefits -- Pension mathematics -- Yield curves and non-diversiable risk -- Emerging costs for traditional life insurance -- Participating and universal life insurance -- Emerging costs for equity-linked insurance -- Option pricing -- Embedded options -- Probability theory -- Numerical techniques -- Simulation -- Tables -- References.
Insurance
Risk (Insurance)